+35.4%
CVS vs AS
-21.9%
+57.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.1% | -0.4% |
| 7D | +4.0% | -4.9% | +8.8% | +3.9% |
| 30D | -2.4% | -19.6% | +17.2% | -2.5% |
| 3M | +2.7% | -14.4% | +17.0% | +2.5% |
| 6M | +21.9% | -20.1% | +42.0% | +21.5% |
| YTD | +24.7% | -20.9% | +45.7% | +24.4% |
| 1Y | +35.4% | -21.9% | +57.3% | +34.1% |
| All | +35.4% | -21.9% | +57.3% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling